RILY · Expected Move
BRC Group Holdings, Inc. Common Stock
The expected move for RILY is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
RILY straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current RILY Expected Move
30-Day Straddle
$0.77
7-Day Straddle
$0.30
30-Day ATM IV
91.3%
IV Rank
85%
Implied one-standard-deviation move through the next 30 days. Compare to RILY's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
RILY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $0.77 | $0.30 | 91.3% | 85% |
| 20261023 | $0.57 | $0.34 | 66.8% | 32% |
| 20261022 | $0.86 | $0.42 | 84.3% | 70% |
| 20261021 | $0.69 | $0.44 | 72.3% | 44% |
| 20261020 | $0.80 | $0.47 | 75.1% | 50% |
| 20261019 | $0.91 | $0.29 | 82.9% | 67% |
| 20261016 | $0.74 | $0.37 | 73.7% | 47% |
| 20261015 | $0.64 | $0.34 | 64.6% | 28% |
| 20261014 | $0.79 | $0.40 | 73.5% | 47% |
| 20261013 | $0.76 | $0.56 | 68.9% | 37% |
| 20261012 | $0.80 | $0.35 | 69.1% | 37% |
| 20261009 | $0.73 | $0.39 | 68.1% | 35% |
| 20261008 | $0.85 | $0.48 | 69.5% | 38% |
| 20261007 | $0.88 | $0.47 | 77.6% | 56% |
| 20261006 | $0.74 | $0.52 | 64.5% | 27% |
| 20261005 | $0.88 | $0.34 | 77.0% | 54% |
| 20261002 | $1.09 | $0.38 | 79.2% | 59% |
| 20261001 | $0.90 | $0.39 | 74.1% | 48% |
| 20260930 | $0.77 | $0.35 | 65.0% | 28% |
| 20260929 | $0.72 | $0.49 | 62.9% | 24% |
| 20260928 | $0.67 | $0.30 | 51.8% | 0% |
| 20260925 | $0.73 | $0.35 | 53.7% | 3% |
| 20260924 | $0.69 | $0.54 | 53.6% | 2% |
| 20260923 | $0.84 | $0.54 | 52.5% | 0% |
| 20260922 | $0.83 | $0.57 | 60.9% | 12% |
| 20260921 | $0.79 | $0.36 | 64.1% | 20% |
| 20260918 | $1.18 | $0.37 | 68.4% | 30% |
| 20260917 | $1.20 | $0.34 | 64.1% | 20% |
| 20260916 | $1.12 | $0.52 | 71.5% | 37% |
| 20260915 | $1.35 | $0.50 | 82.5% | 63% |
| 20260914 | $1.39 | $0.43 | 76.3% | 48% |
| 20260911 | $0.87 | $0.41 | 64.0% | 19% |
| 20260910 | $1.01 | $0.52 | 69.2% | 32% |
| 20260909 | $0.90 | $0.48 | 59.2% | 8% |
| 20260908 | $1.10 | $0.57 | 67.0% | 27% |
| 20260904 | $0.88 | $0.39 | 55.7% | 0% |
| 20260903 | $0.92 | $0.45 | 59.2% | 1% |
| 20260902 | $0.93 | $0.47 | 58.8% | 0% |
| 20260901 | $0.97 | $0.46 | 62.0% | 7% |
| 20260831 | $1.06 | $0.33 | 63.1% | 10% |
| 20260828 | $1.04 | $0.43 | 66.4% | 18% |
| 20260827 | $1.11 | $0.42 | 67.4% | 21% |
| 20260826 | $0.97 | $0.51 | 60.0% | 2% |
| 20260825 | $1.04 | $0.56 | 59.6% | 1% |
| 20260824 | $1.09 | $0.41 | 65.0% | 15% |
| 20260821 | $1.10 | $0.56 | 66.4% | 18% |
| 20260820 | $1.10 | $0.54 | 63.8% | 12% |
| 20260819 | $1.06 | $0.57 | 61.2% | 5% |
| 20260818 | $1.07 | $0.50 | 60.7% | 4% |
| 20260817 | $1.18 | $0.44 | 65.3% | 10% |
| 20260814 | $1.21 | $0.71 | 69.2% | 17% |
| 20260813 | $1.26 | $0.57 | 73.5% | 24% |
| 20260812 | $1.02 | $0.64 | 59.3% | 0% |
| 20260811 | $1.02 | $0.83 | 59.2% | 0% |
| 20260810 | $1.34 | $0.57 | 74.9% | 8% |
| 20260807 | — | — | 71.4% | 1% |
| 20260806 | $1.26 | $0.94 | 75.5% | 8% |
| 20260805 | $1.31 | $0.77 | 78.2% | 12% |
| 20260804 | $1.25 | $1.06 | 75.9% | 8% |
| 20260803 | $1.38 | $0.72 | 79.0% | 14% |
More on RILY
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.